-83.7%
FIG vs RGEN
+42.7%
-126.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.1% |
| 7D | -13.1% | -1.9% | -11.2% | -12.4% |
| 30D | -13.0% | +3.7% | -16.7% | -13.7% |
| 3M | -21.5% | +8.8% | -30.3% | -23.9% |
| 6M | -2.5% | +38.0% | -40.4% | -12.4% |
| YTD | -49.7% | +5.9% | -55.5% | -52.1% |
| 1Y | -59.1% | +19.7% | -78.8% | -62.4% |
| All | -83.7% | +42.7% | -126.4% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling